Drawn principally from the true life of a Lithuanian girl, Danguole Rasalaite, who found herself in Sweden after her mother left for America. The film sticks closely to the events of Danguole's life, with the main exception of the boy Volodja, who is wholly fictional.
Oksana Akinshina and director Lukas Moodysson had to rely on an interpreter to converse, as Akinshina spoke neither English nor Swedish at the time.
Lilya arrives in the Swedish city of Malmö. Much of the film was filmed in the southern and eastern quarters of the city centre. For example, the tall grey buildings that appear in the opening and closing scenes, visible from the bridge associated with the tragedy, are located in the Eriksfält district. The flat where Lilya is held is on Eriksfältsgatan. The real girl, Dangoule, on whose life the film is based, was in fact kept in an apartment in Arlöv, a town to the north of Malmö. The actual bridge she jumped from crosses Trelleborgsvägen.
The town where Lilja lives is actually Paldiski, in Estonia, not far from the capital, Tallinn. The submarine base has since been demolished. While some scenes were indeed filmed in Paldiski, many were shot in Tallinn, particularly in the Kopli and Lasnamäe districts.
The cash depicted in the film is Estonian currency — 100-kroon banknotes.
The assistant director, Alexandra Dahlström, can be spotted on a balcony while Lilja writes 'Lilja 4-ever' on the bench.
In a video interview two decades after the film's release, Lukas Moodysson said that, although he very much enjoyed the process of making the film and was proud it had a tangible effect in prompting people to consider the criminal tragedy of human trafficking, he was not particularly fond of the film itself. He acknowledged the main reason for this was that none of it had been shot in Sweden.